提前支取行为对存款利率定价的影响

The Effects of Premature Withdrawal on Deposit Interest Rate Pricing

本文通过分析存款人提前支取及其付息情况对银行风险补偿的影响来研究银行存款利率定价问题。研究发现银行存款利率受提前支取数量和对提前支取付息高低的直接影响并表现出"非线性"特征。本文给从理论上解释了实际工作中银行对大额存款人支付较高利率(或提供更多优惠服务)现象的合理性,为银行确定和调整存款利率水平,以及对提前支取罚息或对小额存款人收取账户管理费提供了理论依据。

How to set deposit interest rates is a vital issue in the management and operation of bank（s）. Through an analysis of premature withdrawal, the corresponding interests payment and the following impacts on bank risk compensation, this paper studies the issue of deposit interest rates pricing. We find that deposit interest rates show a non-linear characteristic and interest rates are directly influenced by the amount of premature withdrawal and the level of interests payments for withdrawn deposits. This paper gives theoretical explanations for some practical phenomena, such as why banks are willing to offer a higher rate for large deposits （or provide more services）, and provide theoretical grounds for banks concerning issues like setting and adjusting interest rates, imposing penalty for premature withdrawal and charging fees for small balance accounts.